+4,841.0%
UNP vs EL
+1,792.3%
+3,048.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.9% | -3.2% |
| 7D | -4.6% | +0.8% | -5.3% | -4.8% |
| 30D | +5.6% | +16.5% | -10.9% | +1.1% |
| 3M | -1.3% | +29.2% | -30.5% | -8.8% |
| 6M | +9.2% | +27.9% | -18.7% | +0.5% |
| YTD | +27.3% | +6.2% | +21.1% | +21.3% |
| 1Y | +35.9% | +27.2% | +8.7% | +22.6% |
| 3Y | +45.5% | +3.2% | +42.3% | +30.8% |
| 5Y | +36.0% | -66.0% | +102.0% | +66.1% |
| 10Y | +307.2% | +58.3% | +248.9% | +204.9% |
| All | +4,841.0% | +1,792.3% | +3,048.7% | +2,105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling